Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.64% | 94.60 CHF | 95.20 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 223,146 CHF | 224,586 CHF | 99.09% | 99.09% |
12/07/2024 | 0.63% | 97.20 CHF | 97.80 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 237,098 CHF | 238,598 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 92.70 CHF | 93.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 233,830 CHF | 235,251 CHF | 99.99% | 99.99% |
10/07/2024 | 0.57% | 90.60 CHF | 91.10 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 237,957 CHF | 239,307 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 81.80 CHF | 82.40 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 212,862 CHF | 214,362 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 93.20 CHF | 93.80 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 234,415 CHF | 235,855 CHF | 99.99% | 99.99% |
05/07/2024 | 0.63% | 91.90 CHF | 92.50 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 217,525 CHF | 218,905 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.90 CHF | 99.40 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 244,499 CHF | 245,749 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 89.50 CHF | 90.00 CHF | 2,800 | 2,800 | 2,800 | 2,800 | 248,641 CHF | 250,041 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 78.70 CHF | 79.20 CHF | 2,600 | 2,600 | 2,600 | 2,600 | 203,140 CHF | 204,440 CHF | 99.97% | 99.97% |